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CorollaryStatement: AI-adaptedProof: AI-generatedPipeline-generated
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  • AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
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Separate Parareal iteration error from fine-method error

Statement

Let y:[0,T]→Rd solve a first-order initial-value problem as in First-order systems, initial value problems, and solutions on intervals, and let xn be the sequential fine trajectory from Fine and coarse propagators on a common macro grid on a grid 0=t0<⋯<tN=T. Suppose the inexact Parareal ledger gives ∥VnK−xn∥≤PnK+RnK, and suppose a separately established fine-method estimate gives ∥xn−y(tn)∥≤δF for some δF≥0 and every node. Then ∥VnK−y(tn)∥≤PnK+RnK+δF. The quantity δF must come from an independent analysis of the selected fine method and its hypotheses; this corollary does not prove a local defect, stability, or continuous-time error estimate.

Facts & Assumptions

Given: A continuous reference solution, the sequential fine trajectory, the Parareal update-defect ledger, and a separate uniform bound for the fine trajectory.

[F1]

First-order systems, initial value problems, and solutions on intervals: an ODE solution is defined on an interval, stays in its open time-state domain, and satisfies the differential equation there.

[F2]

Fine and coarse propagators on a common macro grid: the sequential fine trajectory is xn+1=Fn(xn) from x0.

[F3]

An additive error ledger for inexact Parareal sweeps: ∥VnK−xn∥≤PnK+RnK.

[A1]

The separate fine-method estimate is ∥xn−y(tn)∥≤δF for every grid node.

Proof

1.1F1F2A1F3algebra

By [F2], xn is the sequential fine node; since tn∈[0,T], [F1] gives the solution value y(tn). Insert and subtract xn and apply the norm triangle inequality: ∥VnK−y(tn)∥≤∥VnK−xn∥+∥xn−y(tn)∥.

2.1givenA1F3step 1.1algebra∎

Substitute the two given bounds from [A1] and [F3]. This gives the displayed conclusion, while leaving δF as a separate fine-method obligation.

Depends on

Used by

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Sources